Total Number of Stock Holdings |
0 |
Total Number of Bond Holdings |
369 |
% of Net Assets in Top 10 Holdings |
109.63 |
|
|
Turnover % |
(as of 2021-12-31) |
197.00 |
30 Day SEC Yield % |
10.95 |
|
|
Maturity Date
|
Shares
|
Value $000
|
% of Net Assets
|
 |
 |
 |
 |
 |
 |
 |
Pimco Cayman Cmdty Port I Ltd |
2022-06-01 |
446 |
234,681 |
35.75 |
 |
United States Treasury Notes 0.125% |
2026-10-15 |
110,395 |
116,093 |
17.68 |
 |
Euro Schatz Future June 22 |
2022-06-09 |
--- |
-62,590 |
9.53 |
 |
2 Year Treasury Note Future June 22 |
2022-07-01 |
--- |
60,149 |
9.16 |
 |
United States Treasury Notes 0.125% |
2026-07-15 |
42,991 |
45,205 |
6.89 |
 |
 |
United States Treasury Notes 0.125% |
2024-10-15 |
41,093 |
42,995 |
6.55 |
 |
US Treasury Bond Future June 22 |
2022-06-22 |
--- |
-42,340 |
6.45 |
 |
United States Treasury Notes 0.125% |
2025-04-15 |
37,695 |
39,412 |
6.00 |
 |
United States Treasury Notes 0.125% |
2023-01-15 |
37,612 |
38,927 |
5.93 |
 |
United States Treasury Notes 0.625% |
2023-04-15 |
35,848 |
37,380 |
5.69 |
 |
 |
United States Treasury Notes 0.125% |
2024-07-15 |
30,313 |
31,818 |
4.85 |
 |
United States Treasury Notes 0.625% |
2024-01-15 |
25,808 |
27,148 |
4.14 |
 |
United States Treasury Notes 0.5% |
2024-04-15 |
25,588 |
26,898 |
4.10 |
 |
United States Treasury Notes 0.625% |
2026-01-15 |
24,403 |
26,026 |
3.96 |
 |
10 Year Treasury Note Future June 22 |
2022-06-22 |
--- |
-25,530 |
3.89 |
 |
 |
5 Year Treasury Note Future June 22 |
2022-07-01 |
--- |
-24,858 |
3.79 |
 |
United States Treasury Notes 0.125% |
2026-04-15 |
23,161 |
24,218 |
3.69 |
 |
Euro Bobl Future June 22 |
2022-06-09 |
--- |
-22,940 |
3.49 |
 |
United States Treasury Notes 0.25% |
2025-01-15 |
17,326 |
18,174 |
2.77 |
 |
United States Treasury Notes 0.875% |
2029-01-15 |
14,883 |
16,442 |
2.50 |
 |
 |
United States Treasury Notes 0.125% |
2031-07-15 |
12,847 |
13,675 |
2.08 |
 |
United States Treasury Notes 0.125% |
2025-10-15 |
11,916 |
12,494 |
1.90 |
 |
Italy (Republic Of) 1.4% |
2025-05-26 |
9,886 |
11,970 |
1.82 |
 |
United States Treasury Notes 0.375% |
2025-07-15 |
11,113 |
11,756 |
1.79 |
 |
Federal National Mortgage Association 4% |
2052-05-12 |
10,328 |
10,507 |
1.60 |
 |
|
 |
|
|
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Past performance is no guarantee of future results.
Returns will vary and shares may be worth more or less than their original cost when sold.
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